+395.6%
CARR vs QLD
+754.7%
-359.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.2% |
| 7D | +2.2% | +12.5% | -10.3% | -1.9% |
| 30D | -0.8% | -15.7% | +14.9% | +4.6% |
| 3M | -13.4% | -11.9% | -1.5% | -10.3% |
| 6M | -16.4% | -10.3% | -6.1% | -14.5% |
| YTD | +4.5% | +15.6% | -11.1% | -2.4% |
| 1Y | -1.4% | +12.1% | -13.5% | -7.1% |
| 3Y | +10.0% | +150.7% | -140.7% | -22.8% |
| 5Y | +4.2% | +86.6% | -82.4% | -26.7% |
| All | +395.6% | +754.7% | -359.2% | +192.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling